Ha ha! Well, keep it simple since he is 9. Just show him a few easy-to-understand scriptures like John 3:16 and Luke 10:9. I'm assuming He knows the story of Christ, but if not share that with him of course emphasizing Christ's sacrifice on the cross.
With children (this is the teacher talking) it's great when you can relate things to their real lives. You could say something like "Remember when you took the cookies from the cookie jar and lied about it?" (or whatever relevant example) And then tell him that that's called sin and that's what Jesus died for. Now of course, if he is beyond this level then don't start here.
You yourself can lead him through the prayer of salvation. Then the baptism is like an outward symbol of his "marriage" to Christ as a wedding ring is an outward symbol of an earthly marriage. Baptism is also symbolic of us dying, being buried (going under water) and being resurrected (coming back up) like Jesus. Baptism is NOT a condition to being saved. One can still go to Heaven without being baptized. But it would be like being married and not wearing your wedding ring.
Keep it simple. I remember beginning to learn about Jesus and how He died for my sins in Kinder. (I went to private Christian school) The teaching is continued into first grade. By first grade, the teacher led anyone in the class who wanted to be saved, through the prayer of salvation. In the grades after first, we went deeper into the scriptures.
I'm glad you are here for your son to guide him through this. I thank God for a Christian education because my mother, as loving and intelligent as she is, at the time thought that by taking us to church and having us baptized, we were saved. Okay, so again--simplicity should work well with your 9 year old.